Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177571.9193 | 113506.6176 | 64065.3017 | 336493.2331 | 295520.9042 | 40972.3288 |
Total P&L (%) | 177.5719 | 113.5066 | 64.0653 | 336.4932 | 295.5209 | 40.9723 |
Avg Daily Profit (%) | 0.6819 | 0.4359 | 0.246 | 0.5675 | 0.5294 | 0.1319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51651 | -27159 | -39832 | -288755 | -61805 | -247491 |
Profit Factor | 1.9299 | 2.7184 | 1.5129 | 1.5114 | 2.6843 | 1.0849 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 72.5664 | 73.2143 | 71.9298 | 72.5664 | 73.2143 | 71.9298 |
Ratio Avg Win / Avg Loss | 0.7296 | 0.9945 | 0.5904 | 0.5714 | 0.982 | 0.4234 |
Largest Winning Trade | 18934 | 13894 | 18934 | 38753 | 31113 | 38753 |
Largest Losing Trade | -37831 | -12477 | -37831 | -233154 | -49682 | -233154 |
Avg Bars in Trades | 216 | 219 | 213 | 216 | 219 | 213 |
Avg Bars in Winners | 146 | 145 | 148 | 146 | 145 | 148 |
Avg Bars in Losers | 401 | 421 | 382 | 401 | 421 | 382 |
Bars Traded | 24484 | 12291 | 12193 | 24484 | 12291 | 12193 |
Profit Streak | 14.0617 | 14.0617 | 21.6451 | 14.0617 | 14.0617 | 21.6451 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 590140 | -164900 | -169716 | 512524 | -164166 | -324859 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737698400000, "first_datapoint_time": 1737825300000, "last_datapoint_time": 1760197500000, "evaluation_time": 1760198333172, "expiration_time": 1766677500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 3.27046 } }, "second_band": { "type": "rma", "factors": { "length": 142, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 177571.9193248678, 113506.617640824, 64065.3016840437, 336493.2330529369, 295520.9042496674, 40972.3288032695 ], [ 177.571919, 113.506618, 64.065302, 336.493233, 295.520904, 40.972329 ], [ 0.681867, 0.43586, 0.246008, 0.56746, 0.529402, 0.131948 ], [ 10, 10, 10, 10, 10, 10 ], [ -51651, -27159, -39832, -288755, -61805, -247491 ], [ 1.929882, 2.718424, 1.512895, 1.51138, 2.684268, 1.084908 ], [ 113, 56, 57, 113, 56, 57 ], [ 82, 41, 41, 82, 41, 41 ], [ 31, 15, 16, 31, 15, 16 ], [ 72.566372, 73.214286, 71.929825, 72.566372, 73.214286, 71.929825 ], [ 0.729589, 0.994546, 0.590398, 0.571375, 0.982049, 0.423379 ], [ 18934, 13894, 18934, 38753, 31113, 38753 ], [ -37831, -12477, -37831, -233154, -49682, -233154 ], [ 216, 219, 213, 216, 219, 213 ], [ 146, 145, 148, 146, 145, 148 ], [ 401, 421, 382, 401, 421, 382 ], [ 24484, 12291, 12193, 24484, 12291, 12193 ], [ 14.061726, 14.061726, 21.64506, 14.061726, 14.061727, 21.64506 ], [ 7, 3, 5, 7, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 590140, -164900, -169716, 512524, -164166, -324859 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737698400000, "first_datapoint_time": 1737825300000, "last_datapoint_time": 1760197500000, "evaluation_time": 1760198333172, "expiration_time": 1766677500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 3.27046 } }, "second_band": { "type": "rma", "factors": { "length": 142, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|